Asymptotic Expansions of the Distribution of the Estimator for the Generalized Partial Correlation Under Nonnormality

被引：0
作者：
Haruhiko Ogasawara
机构：
[1] Otaru University of Commerce,Department of Information and Management Science
来源：
Behaviormetrika | 2008年 / 35卷 / 1期
关键词：
partial correlation; semipartial; bipartial; Edgeworth expansion; Studentized estimators; nonnormality;
D O I：
10.2333/bhmk.35.15
中图分类号：
学科分类号：
摘要：
The generalized partial correlation is denned as a correlation between two variables, where the linear effects of common and unique third variables are partialed out from the two variables. The generalized partial correlation includes simple, partial, part/semipartial and bipartial correlations as special cases. The Edgeworth expansion of the distribution of the standardized sample coefficient for the generalized partial correlation is obtained up to order O(1/n) under nonnormality. Also asymptotic expansions of the distribution of the Studentized estimator are obtained using the Edgeworth expansion, Cornish-Fisher expansion and Hall’s method with variable transformation. As extensions, the results of multivariate cases or generalized partial set-correlations are given.
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页码：15 / 33
页数：18
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